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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working papers in economics and econometrics"
~person:"Pesaran, M. Hashem"
~person:"Portier, Franck"
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Time series analysis
United States
Estimation
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Pesaran, M. Hashem
Portier, Franck
Massa, Massimo
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Discussion paper / Centre for Economic Policy Research
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ECONIS (ZBW)
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1
Reexamining the cyclical behavior of the relative price of investment
Beaudry, Paul
;
Moura, Alban
;
Portier, Franck
-
2014
Persistent link: https://www.econbiz.de/10010416763
Saved in:
2
Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2009
Persistent link: https://www.econbiz.de/10003814581
Saved in:
3
The "news" view of economic fluctuations : evidence from aggregate Japanese data and sectoral US data
Beaudry, Paul
-
2005
Persistent link: https://www.econbiz.de/10013424649
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4
Does the length of the period really matter for the identification and the modelling of monetary policy shocks?
Gallès, Clémentine
-
2004
Persistent link: https://www.econbiz.de/10013424428
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5
Stock prices, news and economic fluctuations
Beaudry, Paul
-
2003
Persistent link: https://www.econbiz.de/10013424288
Saved in:
6
Impulse response analysis in nonlinear multivariate models
Koop, Gary
;
Pesaran, M. Hashem
;
Potter, Simon M.
- In:
Journal of econometrics
74
(
1996
)
1
,
pp. 119-147
Persistent link: https://www.econbiz.de/10001755367
Saved in:
7
Small sample adjustments for the J-test
Godfrey, L. G.
;
Godfrey, L.G.
;
Pesaran, M.H.
-
1983
Persistent link: https://www.econbiz.de/10000012596
Saved in:
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